+1.5%
ABNB vs IYR
+4.5%
-3.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.3% |
| 7D | -9.5% | -2.8% | -6.7% | -7.0% |
| 30D | -9.4% | -2.5% | -6.8% | -7.1% |
| 3M | +29.9% | -3.0% | +32.8% | +33.5% |
| 6M | +26.6% | +1.6% | +24.9% | +24.1% |
| YTD | +23.5% | +7.3% | +16.2% | +14.8% |
| 1Y | +35.8% | +5.6% | +30.2% | +28.0% |
| 3Y | +15.0% | +28.1% | -13.2% | -13.8% |
| 5Y | +1.5% | +6.1% | -4.6% | -1.0% |
| All | +1.5% | +4.5% | -3.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling